HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)
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HSI - Hang Seng Index Futures HK$50 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
12 DEC 2024, THURSDAY 13 DEC 2024, FRIDAY
After-Hours Trading Session | Day Trading Session | Combined
| |
Contract *Open *Daily *Daily *Close Volume | *Open *Daily *Daily Volume Settle- Chg in |*Contract*Contract Volume Open Change in
Month Price High Low Price | Price High Low ment Setl | High Low Interest OI
| Price Price |
| |
DEC-24 20,470 20,556 20,078 20,219 25,197 | 20,155 20,283 19,940 80,813 20,022 -448 | 23,468 15,225 106,010 103,966 +945
JAN-25 20,536 20,587 20,120 20,260 320 | 20,220 20,290 19,970 937 20,052 -451 | 22,732 18,684 1,257 10,106 +294
FEB-25 0 0 0 0 0 | 0 0 0 0 20,104 -450 | 19,968 19,500 0 1 0
MAR-25 20,470 20,470 20,236 20,341 91 | 20,151 20,180 20,039 82 20,096 -455 | 23,498 16,115 173 2,213 +23
JUN-25 20,337 20,337 20,167 20,285 6 | 20,257 20,257 19,980 45 20,015 -458 | 23,315 16,358 51 1,672 -6
SEP-25 0 0 0 0 0 | 0 0 0 0 19,985 -447 | 23,249 17,100 0 45 0
DEC-25 0 0 0 0 0 | 0 0 0 0 20,083 -449 | 22,640 16,718 0 1,312 0
JUN-26 0 0 0 0 0 | 0 0 0 0 20,029 -448 | 20,540 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 20,098 -450 | 20,871 16,695 0 202 0
JUN-27 0 0 0 0 0 | 0 0 0 0 20,122 -450 | 0 0 0 0 0
DEC-27 0 0 0 0 0 | 0 0 0 0 20,145 -451 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 20,182 -452 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 20,224 -452 | 0 0 0 0 0
All Contracts Total 107,491 119,519 +1,256
Trading Day of the Exchange
13 DEC 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread 32 32 26 323
DEC-24/MAR-25 Calendar Spread 80 80 75 66
DEC-24/JUN-25 Calendar Spread -4 -4 -5 29
JAN-25/MAR-25 Calendar Spread 0 0 0 0
JAN-25/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 418
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded